WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,106
COMMITMENTS
75,031 125,108 63,715 247,899 175,278 386,645 364,101 33,461 56,005
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,725)
-1,779 8,117 -1,266 6,720 -2,003 3,675 4,848 -950 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 29.8 15.2 59.0 41.7 92.0 86.7 8.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
107 153 122 87 107 277 311
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,194,151
COMMITMENTS
409,435 100,643 96,045 550,587 758,092 1056067 954,780 138,084 239,371
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -17,467)
-39,993 2,493 5,813 16,991 -29,798 -17,189 -21,492 -278 4,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 8.4 8.0 46.1 63.5 88.4 80.0 11.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787)
226 149 151 187 337 483 583
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,756
COMMITMENTS
3,349 2,057 240 8,509 10,846 12,098 13,143 2,658 1,613
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 818)
310 714 -348 1,040 147 1,002 513 -184 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 13.9 1.6 57.7 73.5 82.0 89.1 18.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 8 5 14 5 33 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 574,756
COMMITMENTS
167,037 46,880 79,757 278,348 366,372 525,142 493,009 49,614 81,747
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -9,935)
-27,766 3,992 9,171 14,531 -31,104 -4,064 -17,941 -5,871 8,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 8.2 13.9 48.4 63.7 91.4 85.8 8.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
178 119 161 108 184 372 411
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 20,183
COMMITMENTS
16,997 2,991 100 8 4,021 17,105 7,112 3,078 13,071
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -923)
-815 546 87 0 -36 -728 597 -195 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.2 14.8 0.5 0.0 19.9 84.7 35.2 15.3 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 11 6 1 10 20 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 281,028
COMMITMENTS
62,748 59,135 25,659 165,427 163,294 253,834 248,088 27,194 32,940
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,753)
-8,198 15,795 -5,927 13,824 -20,252 -301 -10,384 -2,452 7,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 21.0 9.1 58.9 58.1 90.3 88.3 9.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
66 77 53 68 63 170 165
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,290
COMMITMENTS
69,624 92,981 8,418 423,525 405,973 501,567 507,372 136,723 130,918
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -13,273)
-2,773 -4,251 -1,464 -2,285 -18,617 -6,522 -24,332 -6,751 11,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 14.6 1.3 66.4 63.6 78.6 79.5 21.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 28 13 66 69 103 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,248
COMMITMENTS
53,940 42,803 1,104 256,070 289,077 311,114 332,984 66,134 44,264
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 676)
1,270 -3,611 -371 -874 2,533 25 -1,449 651 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 11.3 0.3 67.9 76.6 82.5 88.3 17.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 8 3 41 38 49 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,165
COMMITMENTS
806 411 920 6,982 7,324 8,708 8,655 457 510
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -703)
-4 -524 55 -625 -339 -574 -808 -129 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 4.5 10.0 76.2 79.9 95.0 94.4 5.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 4 22 24 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 177,578
COMMITMENTS
42,498 34,478 15,722 88,639 99,313 146,859 149,513 30,719 28,065
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,921)
-15,278 7,414 4,510 16,933 -12,614 6,165 -690 -2,244 4,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 19.4 8.9 49.9 55.9 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
47 48 35 72 65 141 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,995
COMMITMENTS
4,698 3,566 444 8,125 12,024 13,267 16,034 3,728 961
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -372)
-798 205 211 961 -688 374 -272 -746 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 21.0 2.6 47.8 70.8 78.1 94.3 21.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 16 12 23 15 55 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 759,332
COMMITMENTS
217,767 179,041 19,412 412,727 442,098 649,906 640,551 109,426 118,781
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -21,260)
-17,440 6,388 -42 -9,256 -29,065 -26,738 -22,719 5,478 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 23.6 2.6 54.4 58.2 85.6 84.4 14.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
40 53 17 79 106 128 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,555,333
COMMITMENTS
165,486 260,431 17,477 1074360 961,656 1257323 1239564 298,010 315,769
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -11,602)
12,422 -5,814 -1,978 -37,905 -8,407 -27,461 -16,199 15,859 4,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 16.7 1.1 69.1 61.8 80.8 79.7 19.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
24 43 17 104 116 137 167
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,294,173
COMMITMENTS
400,270 102,314 7,546 695,621 930,904 1103437 1040764 190,736 253,409
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -29,798)
719 -2,895 -7,132 -8,647 -25,484 -15,060 -35,511 -14,738 5,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 7.9 0.6 53.8 71.9 85.3 80.4 14.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 27 11 70 102 106 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 688,765
COMMITMENTS
71,905 71,768 93,313 490,790 486,901 656,008 651,982 32,757 36,783
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -19,182)
-5,959 -523 -6,690 -4,493 -7,959 -17,142 -15,172 -2,040 -4,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 10.4 13.5 71.3 70.7 95.2 94.7 4.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 28 33 63 69 100 115
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,828
COMMITMENTS
5,827 3,307 4,211 33,252 34,520 43,289 42,038 4,540 5,791
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 15,076)
-1,601 599 4,190 11,567 9,474 14,156 14,263 921 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 6.9 8.8 69.5 72.2 90.5 87.9 9.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 14 9 30 34 48 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,642
COMMITMENTS
2,962 1,349 0 9,276 11,573 12,238 12,922 1,404 720
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,187)
790 -1,133 -933 -543 1,032 -686 -1,034 -1,501 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 9.9 0.0 68.0 84.8 89.7 94.7 10.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 7 11 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,372
COMMITMENTS
11,134 9,321 3,016 47,951 45,894 62,101 58,231 6,271 10,141
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,868)
-3,721 3,905 2,975 4,581 -4,199 3,835 2,681 -967 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 13.6 4.4 70.1 67.1 90.8 85.2 9.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 16 6 28 30 43 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,313
COMMITMENTS
4,224 8,617 694 3,982 0 8,900 9,311 413 2
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -5,068)
-918 2,403 -3,643 -516 -3,813 -5,077 -5,053 9 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 92.5 7.5 42.8 0.0 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 10 2 3 0 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,384
COMMITMENTS
1,850 2,218 9 9,194 9,098 11,053 11,325 331 59
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 577)
-587 1,636 5 1,148 -1,042 566 599 11 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 19.5 0.1 80.8 79.9 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 5 1 6 12 14 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,823
COMMITMENTS
514 1,125 0 14,046 13,640 14,560 14,765 263 58
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -734)
-966 690 0 297 -1,434 -669 -744 -65 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 7.6 0.0 94.8 92.0 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 0 6 13 12 16
Updated September 30, 2011